Kerry Back
Run GridSearchCV with
numeric_transform = make_pipeline(
transform1,
poly,
transform2
)
category_transform = OneHotEncoder()
feature_transform = make_column_transformer(
(numeric_transform, ["roeq", "mom12m", "roeqx", "mom12mx", "mom12mi"]),
(category_transform, ["industry"])
)
pipe = make_pipeline(
feature_transform,
model
)
X = data[["roeq", "mom12m", "roeqx", "mom12mx", "mom12mi", "industry"]]